LC control no. | n 80090548 |
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Descriptive conventions | rda |
Personal name heading | Macaulay, Frederick Robertson, 1882-1970 |
Birth date | 1882-08-12 |
Death date | 1970-03 |
Place of birth | Montréal (Québec) |
Affiliation | National Bureau of Economic Research American Statistical Association Twentieth Century Fund |
Profession or occupation | Economists |
Found in | National Bureau of Economic Research. Income in the United States ... 1921. Wikipedia, Ocotber 26, 2016 (Frederick Macaulay; Frederick Robertson Macaulay (August 12, 1882-March 1970) was a Canadian economist of the Institutionalist School; he is known for introducing the concept of bond duration; Macaulay's contributions also include a mammoth empirical study of the time series behavior of interest rates published in 1938 and a study of short selling on the New York Stock Exchange (Macaulay and Durand, 1951); the term "Macaulay duration" is named after him; he was born in Montreal and obtained his bachelor's and master's degrees from the University of Colorado in 1909 and 1920; he also obtained a law degree in 1911; in 1924, he obtained a Ph. D. from Columbia University; Macaulay worked at the National Bureau of Economic Research from 1921 until 1938; he also taught at the New School of Social Research; in 1923 he was elected as a Fellow of the American Statistical Association; in 1938, he became research director of the Twentieth Century Fund) |
Associated language | eng |